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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-3.55%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$132B
AUM Growth
+$19B
Cap. Flow
+$1.23B
Cap. Flow %
0.93%
Top 10 Hldgs %
40.45%
Holding
3,682
New
739
Increased
1,106
Reduced
875
Closed
705

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$353M
2
ZM icon
Zoom
ZM
+$214M
3
PTON icon
Peloton Interactive
PTON
+$179M
4
NKE icon
Nike
NKE
+$165M
5
MU icon
Micron Technology
MU
+$147M

Top Sells

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$215M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$188M
3
TSLA icon
Tesla
TSLA
+$138M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$97M
5
CI icon
Cigna
CI
+$85.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94%
2 Technology 2.2%
3 Consumer Discretionary 1.15%
4 Communication Services 1.01%
5 Healthcare 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PDD icon
326
Pinduoduo
PDD
$112B
$57.4M 0.04%
633,478
+111,924
+21% +$10.9M
LLY icon
327
CALL
Eli Lilly
LLY
$1T
$57M 0.04%
246,700
-87,100
-26% -$21.5M
ENPH icon
328
PUT
Enphase Energy
ENPH
$4.85B
$56.7M 0.04%
378,200
-154,200
-29% -$26.5M
BRK.B icon
329
PUT
Berkshire Hathaway Class B
BRK.B
$1.08T
$56.4M 0.04%
206,500
+82,200
+66% +$23.1M
CWB icon
330
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.67B
$56M 0.04%
+656,600
New +$56.6M
BIIB icon
331
PUT
Biogen
BIIB
$31.1B
$55.8M 0.04%
197,300
+75,700
+62% +$24.8M
SEDG icon
332
PUT
SolarEdge
SEDG
$2.17B
$55.8M 0.04%
210,300
+127,500
+154% +$34.7M
RY icon
333
PUT
Royal Bank of Canada
RY
$286B
$55.7M 0.04%
+560,100
New +$57.1M
LRCX icon
334
CALL
Lam Research
LRCX
$396B
$55.6M 0.04%
977,000
+25,000
+3% +$1.52M
RTX icon
335
PUT
RTX Corp
RTX
$266B
$55.1M 0.04%
641,300
-618,300
-49% -$52.9M
NCLH icon
336
CALL
Norwegian Cruise Line
NCLH
$6.82B
$55.1M 0.04%
2,062,600
+499,700
+32% +$12.7M
T icon
337
PUT
AT&T
T
$172B
$55M 0.04%
2,697,253
-644,788
-19% -$13.5M
USO icon
338
CALL
United States Oil Fund
USO
$1.7B
$54.9M 0.04%
1,044,800
+521,300
+100% +$25.5M
HLT icon
339
PUT
Hilton Worldwide
HLT
$69.1B
$54.6M 0.04%
413,600
-597,800
-59% -$75.6M
FTCH
340
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$54.4M 0.04%
1,450,500
+318,100
+28% +$14.1M
NXPI icon
341
PUT
NXP Semiconductors
NXPI
$56.3B
$54.1M 0.04%
276,300
+9,900
+4% +$2.06M
MDT icon
342
CALL
Medtronic
MDT
$118B
$54.1M 0.04%
431,200
+9,100
+2% +$1.18M
RBLX icon
343
CALL
Roblox
RBLX
$31.8B
$53.5M 0.04%
708,400
-1,101,500
-61% -$90.4M
ON icon
344
CALL
ON Semiconductor
ON
$27.6B
$52.9M 0.04%
1,156,200
+659,200
+133% +$28.2M
SLV icon
345
PUT
iShares Silver Trust
SLV
$32.7B
$52.7M 0.04%
2,570,000
-1,219,900
-32% -$27.4M
TBT icon
346
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
$52.7M 0.04%
2,872,000
-47,000
-2% -$824K
XLE icon
347
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
$52.3M 0.04%
2,009,800
+1,105,800
+122% +$27.4M
XLNX
348
PUT
DELISTED
Xilinx Inc
XLNX
$52.1M 0.04%
345,100
+321,400
+1,356% +$47.1M
HYG icon
349
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$52M 0.04%
594,701
+594,700
+59,470,000% +$52.2M
MGM icon
350
PUT
MGM Resorts International
MGM
$10.2B
$52M 0.04%
1,204,400
-201,400
-14% -$8.21M
12 13
14
15 16

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Parallax Volatility Advisers's Q3 2021 Portfolio in Review

As of Q3 2021, Parallax Volatility Advisers held 3,682 positions worth $132B, up 17% from $113B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Parallax Volatility Advisers's Q3 2021 filing shows 739 new, 1,106 increased, 875 reduced and 705 closed positions. Its largest new stake was Zoom: 635,535 shares worth $166M. The largest sale was Alphabet (Google) Class A, an estimated $215M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, down from 95% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q3 2021 buy was Zoom: 635,535 shares worth $166M.
  • Parallax Volatility Advisers added most to Microsoft in Q3 2021, an estimated $353M increase.
  • Parallax Volatility Advisers's biggest Q3 2021 reduction was Alphabet (Google) Class A, cutting an estimated $215M.
  • Parallax Volatility Advisers fully exited eBay in Q3 2021, selling an estimated $62M.
  • Parallax Volatility Advisers's ten largest holdings make up 40% of its $132B portfolio in Q3 2021.
  • Parallax Volatility Advisers opened 739 new positions and closed 705 in Q3 2021.
  • Parallax Volatility Advisers's portfolio value rose 17% quarter-over-quarter to $132B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2021, filed 15 Nov 2021.